Olesya V. Grishchenko
Names
| first: |
Olesya |
| middle: |
V. |
| last: |
Grishchenko |
Identifer
Contact
Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
Working papers, Banque de France (2017)
by O. Grishchenko & S. Mouabbi & J.-P. Renne
(ReDIF-paper, bfr:banfra:622) - The informational content of the embedded deflation option in TIPS
Journal of Banking & Finance, Elsevier (2016)
by Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing
(ReDIF-article, eee:jbfina:v:65:y:2016:i:c:p:1-26) - Internal vs. external habit formation: The relative importance for asset pricing
Journal of Economics and Business, Elsevier (2010)
by Grishchenko, Olesya V.
(ReDIF-article, eee:jebusi:v:62:y::i:3:p:176-194) - Asset pricing in the production economy subject to monetary shocks
Journal of Economics and Business, Elsevier (2011)
by Grishchenko, Olesya V.
(ReDIF-article, eee:jebusi:v:63:y:2011:i:3:p:187-216) - An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2011)
by Qiang Dai & Olesya V. Grishchenko
(ReDIF-paper, fip:fedgfe:2011-47) - The information content of the embedded deflation pption in TIPS
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2011)
by Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang
(ReDIF-paper, fip:fedgfe:2011-58) - Inflation risk premium: evidence from the TIPS market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
by Olesya V. Grishchenko & Jing-zhi Huang
(ReDIF-paper, fip:fedgfe:2012-06) - Habit formation heterogeneity: Implications for aggregate asset pricing
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
by Eduard Dubin & Olesya V. Grishchenko & Vasily Kartashov
(ReDIF-paper, fip:fedgfe:2012-07) - The informational content of the embedded deflation option in TIPS
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2013)
by Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang
(ReDIF-paper, fip:fedgfe:2013-24) - Term Structure of Interest Rates with Short-run and Long-run Risks
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Olesya V. Grishchenko & Zhaogang Song & Hao Zhou
(ReDIF-paper, fip:fedgfe:2015-95) - Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017)
by Olesya V. Grishchenko & Sarah Mouabbi & Jean-Paul Renne
(ReDIF-paper, fip:fedgfe:2017-102) - Tale About Inflation Tails
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2024)
by Olesya V. Grishchenko & Laura Wilcox
(ReDIF-paper, fip:fedgfe:2024-28) - Has the Inflation Risk Premium Fallen? Is it Now Negative?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2016)
by Andrew Y. Chen & Eric Engstrom & Olesya V. Grishchenko
(ReDIF-paper, fip:fedgfn:2016-04-04) - What is Certain about Uncertainty?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J
(ReDIF-paper, fip:fedgif:1294) - The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach
Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
by Olesya V. Grishchenko & Marco Rossi
(ReDIF-article, taf:jnlbes:v:30:y:2011:i:2:p:297-311) - An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation
Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2014)
by Qiang Dai & Olesya V. Grishchenko
(ReDIF-article, wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500050)